It looks like any permutation or combination of flights have grief somewhere, whether it be the layover, the bag drag or red-eyes/early mornings. So, although inconvenient in another way, what about biting the bullet and doing the 4 1/2 drive to DFW each way? One check-in, one flight leg right to CZM, no connection anxiety when delays creep in. Sure it is a longish drive, but door to door probably not much more than doing a bag drag with allowances for bus/ferry waits or doing a lengthy airport connection. And in the comfort of your own car instead of crowded and noisy public facilities.
Of course AA might want to double the cost of the ticket when originating at their hub compared to connecting through from elsewhere. But otherwise, it might be a consideration as the least undesirable of all the inconvenient options.
Andy